Root or Sudo Access?
Each Linode has full root access to any Linux distro installed on it. When you deploy from an image you can set the root password at the same time, and can log in as root right away.
If you ever need to reset the root password for your Linode you can do so by using the Reset Root Password tool at the bottom of the Rescue tab in the Linode's dashboard.
How is it linode gives root access to its shared cpu's but other providers don't?
Linode is not shared hosting (in the way that GoDaddy or BlueHost or HostGator provides shared hosting). This scenario is basically just a login on a big machine and enough capability to run a website. If you want to do anything else (CGI, shared-memory, etc) you're pretty much out of luck…and you're at the mercy of 1996-era Linux (because that's what the provider's 1996-era cPanel support requires) and ESL support 'droids who can only read a script that starts with "No, you can't…that's not supported."…if they even get back to you in the first place. If they gave out super-user access in this type of scenario, users could do real damage…and all those clueless support 'droids would be homeless and starving!
When you set up a Linode VM, you have your own machine that you manage any way you see fit (within the terms of service). When Linode speaks of "shared" vs "dedicated", they are usually talking about hardware resources…not multiple accounts in one OS (or VM)…like in the scenario described above. When you set up super-user access in this scenario, you only affect one VM…yours…not the OS of the machine hosting all the VMs.
When you have a Linode, it's like having your own private machine in the cloud. It's isolated from all the other Linodes by the hypervisor that Linode uses. However, with great freedom comes great responsibility. If you torch it, it's on you. Linode is not going to bail you out. They provide infrastructure…not app or OS support.